GSL, FFI, GCL, Windows; was: find_root with bfloats
Subject: GSL, FFI, GCL, Windows; was: find_root with bfloats
From: Raymond Toy
Date: Wed, 29 Sep 2010 14:27:40 -0400
On 9/29/10 1:56 PM, Kostas Oikonomou wrote:
> I agree that the ideal is a library that fits the computer algebra way
> of doing things, sometimes symbolic, sometimes numeric. The GSL is
> purely numeric, as far as I know. But maxima is missing a lot of
> numerical capabilities: optimization is the one that is prominent for
> me right now, I have to do it in Mathematica and move the results to
> maxima. I was encouraged by the ease by which Ray converted find_root
> to use bigfloats, and thought something similar might be doable with
> the GSL and its Common Lisp interface.
What kind of optimization are you trying to do? There is lbfgs and
minpack_lsquares. lbfgs does unconstrained minimization and
minpack_lsquares is unconstrained least squares.
I also have an interface to donlp2 (constrained and unconstrained
nonlinear optimization with equality and inequality constraints) which
worked nicely. But I found out later that it can't be distributed and
you must get a license for it if you want to use it. Or something. I'm
not really sure what the license constraint is.
Ray